Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'915 CHF | 252'940 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'999 CHF | 253'024 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'877 CHF | 252'896 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'498 CHF | 252'503 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'833 CHF | 252'858 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'244 CHF | 252'244 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'820 CHF | 252'842 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'274 CHF | 251'274 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'484 CHF | 250'484 CHF | 99.07% | 99.07% |
02.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'464 CHF | 255'492 CHF | 100.00% | 100.00% |